+68.9%
TGT vs ZCMD
-100.0%
+168.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +4.0% | -7.2% | -3.2% |
| 7D | -3.6% | -4.1% | +0.6% | -3.6% |
| 30D | +4.4% | -22.7% | +27.1% | +4.4% |
| 3M | +25.4% | -62.5% | +87.9% | +26.1% |
| 6M | +33.4% | -99.5% | +132.8% | +36.9% |
| YTD | +65.6% | -99.7% | +165.3% | +70.6% |
| 1Y | +80.3% | -99.9% | +180.2% | +86.4% |
| 3Y | +42.1% | -100.0% | +142.1% | +46.5% |
| 5Y | -25.0% | -100.0% | +75.0% | -22.6% |
| All | +68.9% | -100.0% | +168.9% | +80.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ZCMD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling